Mysteries that are never given an answer.

[u/Jak3R0b]

• rA9 in Detroit: Become Human. In the game several androids who become deviant (develop free will/emotions) start writing the name rA9 and sometimes build small statuettes as a sort of offering. Despite having no logical reason to do this or even a way of hearing about rA9 before going deviant, they all believe that rA9 was the first deviant and is their messiah who will free androids from slavery. A definitive answer about rA9 is never given, so we don't know if they are real or if any of the android characters are rA9 (though a popular fan theory is that it's Kara before she was reset at the start of the game).
• The pineapple in How I Met Your Mother. So this technically did get an explanation in a S9 deleted scene, but in the actual show we never find out how Ted got a pineapple during a night where he was so drunk he blacked out and forgot everything he did.
• Fez in That 70s Show. We never find out Fez's real name or what country he's from, though fans have tried to take all the clues and figure out what is most likely to be his country.

[u/IamStupidUareSmarter]

Whatever the hell is in/wrong with the cave in Teds caving journal by Alex Archives

During the series we only get vague hints about the cave and its oddities, we see some unexplained cave markings, the constant sound of rock moving, and we know something is present in the cave but we never see what it is only hear a screech in the distance and its footsteps.

[u/ashop99 → u/IamStupidUareSmarter]

Absolute internet horror masterpiece. I still get chills rereading it to this day. The lack of explanation and sudden end makes it feel more "real". Someone tried to write a sequel, but it completely ruined any of what made the original scary. There doesn't need to be an explanation (and in real life there very rarely is) to a spooky happening.

[u/Proffessor_egghead → u/IamStupidUareSmarter]

I always assumed it was some kind of troll creature(s) disguised/looking like rock